Running Scared
(2006)

Paul Walker's character kills all of the bad guys and returns the neighbor's kid home unharmed.
It appears that he is mortally wounded by a gunshot after you see his wife and kid at a funeral, but then you see them come home to a farm, making it appear that he either faked his own death or is in the witness protection program.
You also find out he was an undercover cop, pretending to be a mobster.

Thanks Brian!

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Paul Walker's breakout film